A note on the infinite divisibility of a class of transformations of normal variables
Statistics Theory
2011-08-03 v3 Statistics Theory
Abstract
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We relate our result with some known skewing mechanisms.
Keywords
Cite
@article{arxiv.1103.5220,
title = {A note on the infinite divisibility of a class of transformations of normal variables},
author = {A. Murillo-Salas and F. J. Rubio},
journal= {arXiv preprint arXiv:1103.5220},
year = {2011}
}